Trading Metrics calculated at close of trading on 01-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,200 |
19,200 |
0 |
0.0% |
19,140 |
High |
19,280 |
19,635 |
355 |
1.8% |
19,495 |
Low |
19,035 |
19,175 |
140 |
0.7% |
19,095 |
Close |
19,195 |
19,575 |
380 |
2.0% |
19,170 |
Range |
245 |
460 |
215 |
87.8% |
400 |
ATR |
273 |
286 |
13 |
4.9% |
0 |
Volume |
11,723 |
22,680 |
10,957 |
93.5% |
49,355 |
|
Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,842 |
20,668 |
19,828 |
|
R3 |
20,382 |
20,208 |
19,702 |
|
R2 |
19,922 |
19,922 |
19,659 |
|
R1 |
19,748 |
19,748 |
19,617 |
19,835 |
PP |
19,462 |
19,462 |
19,462 |
19,505 |
S1 |
19,288 |
19,288 |
19,533 |
19,375 |
S2 |
19,002 |
19,002 |
19,491 |
|
S3 |
18,542 |
18,828 |
19,449 |
|
S4 |
18,082 |
18,368 |
19,322 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,453 |
20,212 |
19,390 |
|
R3 |
20,053 |
19,812 |
19,280 |
|
R2 |
19,653 |
19,653 |
19,243 |
|
R1 |
19,412 |
19,412 |
19,207 |
19,533 |
PP |
19,253 |
19,253 |
19,253 |
19,314 |
S1 |
19,012 |
19,012 |
19,133 |
19,133 |
S2 |
18,853 |
18,853 |
19,097 |
|
S3 |
18,453 |
18,612 |
19,060 |
|
S4 |
18,053 |
18,212 |
18,950 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,635 |
19,005 |
630 |
3.2% |
287 |
1.5% |
90% |
True |
False |
13,795 |
10 |
19,635 |
19,005 |
630 |
3.2% |
275 |
1.4% |
90% |
True |
False |
13,718 |
20 |
19,635 |
18,825 |
810 |
4.1% |
275 |
1.4% |
93% |
True |
False |
13,887 |
40 |
19,745 |
18,680 |
1,065 |
5.4% |
302 |
1.5% |
84% |
False |
False |
14,054 |
60 |
19,745 |
18,275 |
1,470 |
7.5% |
283 |
1.4% |
88% |
False |
False |
12,766 |
80 |
19,745 |
16,190 |
3,555 |
18.2% |
287 |
1.5% |
95% |
False |
False |
9,601 |
100 |
19,745 |
16,190 |
3,555 |
18.2% |
260 |
1.3% |
95% |
False |
False |
7,682 |
120 |
19,745 |
16,190 |
3,555 |
18.2% |
244 |
1.2% |
95% |
False |
False |
6,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,590 |
2.618 |
20,839 |
1.618 |
20,379 |
1.000 |
20,095 |
0.618 |
19,919 |
HIGH |
19,635 |
0.618 |
19,459 |
0.500 |
19,405 |
0.382 |
19,351 |
LOW |
19,175 |
0.618 |
18,891 |
1.000 |
18,715 |
1.618 |
18,431 |
2.618 |
17,971 |
4.250 |
17,220 |
|
|
Fisher Pivots for day following 01-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,518 |
19,490 |
PP |
19,462 |
19,405 |
S1 |
19,405 |
19,320 |
|